But instead, the group set off from Idomeni late on Monday morning, walking several miles before crossing a river into Macedonia.

Sky News Senior Correspondent Ian Woods said: "The border is demarcated in certain areas by coils of barbed wire but there are places where there is nothing there, because they rely on geographical hazards - such as the river - to do that for them."

Not long after reaching the other side of the river, however, the migrants were detained by Macedonian police and it is thought they will be returned to Greece.

Around 30 journalists who followed them have also been detained.

Just hours earlier, three Afghan migrants - two men and a pregnant woman - drowned trying to cross the same river, which has swollen after days of heavy rain.

Austria imposed a cap on migrant numbers last month, setting off a domino effect, with border closures across the Balkans and thousands of people left stranded in Greece.

Video:11 March: Migrant Camp More Crowded

The closures have not deterred people, however, with the UN refugee agency (UNHCR) saying more than 8,500 more migrants travelled to the Greek islands from Turkey last week.

Ljubinka Brasnarska, a UNHCR spokeswoman in Macedonia, said people were becoming "frustrated", adding: "The border restrictions imposed by the countries have forced people to take desperate actions."

Also on Monday, Serbian customs officials found 33 migrants, who said they were from Afghanistan, Libya and Syria, hidden in a cargo train trying to cross into that country from Macedonia illegally.

Meanwhile, the Dutch government has revealed one in every four asylum-seekers arriving there has come from a country considered "safe".

The Immigration and Naturalisation Service says a quarter of the 4,400 requests for asylum this year have come from countries such as Albania, Serbia and Kosovo.

Last week, European and Turkish leaders discussed a "one in, one out" system - one Syrian refugee would be resettled in the EU for every person who was sent back to Turkey from Greece.